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We consider the kinetic energy of the taut strings accompanying trajectories of a Wiener process and a random walk. Under certain assumptions on the band width, it is shown that the energy of a taut string accompanying a random walk within a band satisfies the same strong law of large numbers as proved earlier for a Wiener process and a fixed band width. New results for Wiener processes are also obtained.
Original language | English |
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Pages (from-to) | 9-23 |
Number of pages | 15 |
Journal | Probability and Mathematical Statistics |
Volume | 41 |
Issue number | 1 |
DOIs | |
State | Published - 2021 |
ID: 84618196